MATH 680 Computation Intensive Statistics (4 credits)

Offered by: Mathematics and Statistics (Faculty of Science)

Administered by: Graduate Studies


Mathematics & Statistics (Sci) : General introduction to computational methods in statistics; optimization methods; EM algorithm; random number generation and simulations; bootstrap, jackknife, cross-validation, resampling and permutation; Monte Carlo methods: Markov chain Monte Carlo and sequential Monte Carlo; computation in the R language.

Terms: Fall 2019

Instructors: Yi Yang (Fall)